while (my $line = <>) {
    # do something with the line
}
[download]

If you meant "preceded" by "proceded", you might use $ARGV: look it up in perlvar.

Write a program that opens a file with STDIN

What does that mean? Open a file with a name read from STDIN? If so,

use autodie;
my $filename = <STDIN>;
chomp $filename;     # remove trailing newline character
open my $handle, '>', $filename;
#                 ^  if you want to write to that file
[download]

how do I parse a file line by line?

use autodie;
open my $handle, '<', 'yourfile.txt';
while (my $line = <$handle>) {
     chomp $line;  # remove trailing newline
     # do something with $line here.
}
[download]

See also: perlintro, perlopentut.

Write a program that opens a file with STDIN and then writes each line of the file proceded by the file's name and a colon.

Strictly speaking, Standard IO is a streaming protocol and there is no meta-data associated with it (like name, size or date) so you must have been asked a different question.

What book?

I recommend one of these http://learn.perl.org/books/beginning-perl/, http://perl-tutorial.org/